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RE: st: Stata 11 Random Effects--Std. Errors


From   DE SOUZA Eric <[email protected]>
From   [email protected]]On.Behalf.Of.David.M.Drukker
To   "'[email protected]'" <[email protected]>
To   [email protected]
Subject   RE: st: Stata 11 Random Effects--Std. Errors
Date   Tue, 25 Aug 2009 09:36:16 +0200

Austin Nichols <[email protected]> and Mark E. Schaffer <[email protected]> requested that there be an option to produce robust, but not cluster-robust standard errors for -xtreg, re-.

We will make this option available in the future.

   David
   [email protected]


To avoid confusion, David, you do mean that robust (heteroscedasticity consistent) and cluster (heteroscedasticity and serial correlation consistent) options be available separately.

Eric

Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu

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